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Stochastic differential equations

• To: mathgroup at smc.vnet.net
• Subject: [mg25352] Stochastic differential equations
• From: Emily.A.Grimm at sf.frb.org
• Date: Sat, 23 Sep 2000 03:36:33 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

Hi,
In the 1992 archives, someone asked:

Has anybody added any facilities for solving stochastic differential equations
by adding rules like Ito's Lemma to Mathematica ??

This is my exact question, but I didn't see any offered answers in the
archive.
Any ideas?

Thanks!
Emily